Finance

PNTG Move Probability $41.09 -0.35 (-0.8%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Touch Probability (First Passage)
51.2%
Stock touched +5.0% ($43.14) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
25.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.03x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.2%
$37.32 — $44.86

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-22.3% to -19.4%: 2 occurrences (0.4%) -20.8% -19.4% to -16.6%: 4 occurrences (0.8%) -16.6% to -13.8%: 8 occurrences (1.6%) -13.8% to -10.9%: 20 occurrences (3.9%) -12.4% -10.9% to -8.1%: 27 occurrences (5.3%) -8.1% to -5.3%: 53 occurrences (10.4%) -5.3% to -2.5%: 62 occurrences (12.2%) -3.9% -2.5% to +0.4%: 76 occurrences (15.0%) +0.4% to +3.2%: 85 occurrences (16.7%) +3.2% to +6.0%: 62 occurrences (12.2%) 4.6% +6.0% to +8.8%: 26 occurrences (5.1%) +8.8% to +11.7%: 22 occurrences (4.3%) +11.7% to +14.5%: 18 occurrences (3.5%) 13.1% +14.5% to +17.3%: 26 occurrences (5.1%) +17.3% to +20.1%: 11 occurrences (2.2%) +20.1% to +23.0%: 6 occurrences (1.2%) 21.6%
Historical returns Target move zone (+5.0%+) Target threshold bin

Probability Breakdown: Empirical vs. Theoretical Models

Comparing actual market back-data against Black-Scholes and Fat-Tail adjustments.

Model / Methodology Touch Probability Expiration Close Probability What It Tells You
Empirical Back-Data (Actual History) 51.2% 25.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.7% Adjusts normal bell curve for real-world skewness (-0.31) and kurtosis (2.7).
Standard Normal (Black-Scholes / GBM) 59.5% 29.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 48.9% 19.8% Filters for historical windows that started with volatility similar to current 20-day HV (323 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 38.9%
  • Recent 20-Day HV: 32.2%
  • Parkinson Intraday Volatility: 30.4%
  • Vol Trend: Compressed (-17% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.5%
  • Top 10% Move (90th percentile): +13.4%
  • Bottom 10% Move (10th percentile): -9.2%
  • Max Historical Gain (14d): +23.0%
  • Max Historical Loss (14d): -22.3%